Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 13.61 | — |
| Beta | 1 | — |
| Mean annual return | 2.28 | — |
| R-squared | 87 | — |
| Standard deviation | 15.34 | — |
| Sharpe ratio | 1.37 | — |
| Treynor ratio | 23.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 11.28 | — |
| Beta | 1 | — |
| Mean annual return | 3.03 | — |
| R-squared | 74 | — |
| Standard deviation | 18.59 | — |
| Sharpe ratio | 1.67 | — |
| Treynor ratio | 34.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 83 | — |
| Standard deviation | 20.76 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 9.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 907.84K | — |
| 3-year earnings growth | 16.71 | — |